CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
570-4 |
557-6 |
-12-6 |
-2.2% |
456-4 |
| High |
571-0 |
584-0 |
13-0 |
2.3% |
528-2 |
| Low |
555-0 |
555-4 |
0-4 |
0.1% |
456-0 |
| Close |
555-6 |
579-0 |
23-2 |
4.2% |
528-2 |
| Range |
16-0 |
28-4 |
12-4 |
78.1% |
72-2 |
| ATR |
17-5 |
18-3 |
0-6 |
4.4% |
0-0 |
| Volume |
273,297 |
284,163 |
10,866 |
4.0% |
841,244 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-3 |
647-1 |
594-5 |
|
| R3 |
629-7 |
618-5 |
586-7 |
|
| R2 |
601-3 |
601-3 |
584-2 |
|
| R1 |
590-1 |
590-1 |
581-5 |
595-6 |
| PP |
572-7 |
572-7 |
572-7 |
575-5 |
| S1 |
561-5 |
561-5 |
576-3 |
567-2 |
| S2 |
544-3 |
544-3 |
573-6 |
|
| S3 |
515-7 |
533-1 |
571-1 |
|
| S4 |
487-3 |
504-5 |
563-3 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-7 |
696-7 |
568-0 |
|
| R3 |
648-5 |
624-5 |
548-1 |
|
| R2 |
576-3 |
576-3 |
541-4 |
|
| R1 |
552-3 |
552-3 |
534-7 |
564-3 |
| PP |
504-1 |
504-1 |
504-1 |
510-2 |
| S1 |
480-1 |
480-1 |
521-5 |
492-1 |
| S2 |
431-7 |
431-7 |
515-0 |
|
| S3 |
359-5 |
407-7 |
508-3 |
|
| S4 |
287-3 |
335-5 |
488-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
584-0 |
487-4 |
96-4 |
16.7% |
12-0 |
2.1% |
95% |
True |
False |
196,735 |
| 10 |
584-0 |
456-0 |
128-0 |
22.1% |
14-7 |
2.6% |
96% |
True |
False |
220,521 |
| 20 |
584-0 |
456-0 |
128-0 |
22.1% |
13-2 |
2.3% |
96% |
True |
False |
205,531 |
| 40 |
584-0 |
415-4 |
168-4 |
29.1% |
11-1 |
1.9% |
97% |
True |
False |
188,341 |
| 60 |
584-0 |
375-6 |
208-2 |
36.0% |
10-6 |
1.9% |
98% |
True |
False |
174,588 |
| 80 |
584-0 |
343-2 |
240-6 |
41.6% |
10-1 |
1.7% |
98% |
True |
False |
158,916 |
| 100 |
584-0 |
343-2 |
240-6 |
41.6% |
9-1 |
1.6% |
98% |
True |
False |
137,906 |
| 120 |
584-0 |
343-2 |
240-6 |
41.6% |
8-6 |
1.5% |
98% |
True |
False |
123,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
705-1 |
|
2.618 |
658-5 |
|
1.618 |
630-1 |
|
1.000 |
612-4 |
|
0.618 |
601-5 |
|
HIGH |
584-0 |
|
0.618 |
573-1 |
|
0.500 |
569-6 |
|
0.382 |
566-3 |
|
LOW |
555-4 |
|
0.618 |
537-7 |
|
1.000 |
527-0 |
|
1.618 |
509-3 |
|
2.618 |
480-7 |
|
4.250 |
434-3 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
575-7 |
571-3 |
| PP |
572-7 |
563-6 |
| S1 |
569-6 |
556-1 |
|